-35.2%
MOD vs AMBA
-32.7%
-2.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +3.2% |
| 7D | -25.5% | -7.2% | -18.3% | -23.1% |
| 30D | -49.0% | -10.4% | -38.6% | -46.6% |
| 3M | -49.8% | -30.1% | -19.7% | -42.4% |
| 6M | -64.8% | -22.4% | -42.3% | -63.2% |
| YTD | -27.6% | -17.3% | -10.3% | -29.6% |
| 1Y | -35.2% | -35.4% | +0.2% | -31.3% |
| All | -35.2% | -32.7% | -2.5% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling